<t>Guys,Anyone could share some experience how in practice bank set their vega limits for cross curreny pairs Let's say we have a EURUSD, USDJPY and EURJPY FX option in the portfolio. Due to the divesification effect, It doesn't make too much sense to have a gross vega limit on the entire portfolio ...

This is very interesting suggestion Alan. I will definitely give it a try. Thanks a lotBy the way, is the any document/paper discussing this topic?

<t>Hi Everyone, Could anyone shed some light on is there any way to construct a volatility surface for a illiquid stock where no option prices can be observed from the market? Can a relative sensible volatility smile be estimated from historical data? In practice if you are a market maker and reques...

got an very tricky c++ interview question here/******************************int i = 1;void f(){ int i = 2; { int i = 3; //How to access the second i here????????????? }}is there any special local scope resolution operators we can use here???

no result can be found for "Brownian Motion".............................

YES.... That's what i got as well0.19121458.......

a regular dice with equal probability 1/6 for each side, throw it repeatly and accumulate the results. Game stops when accumulated number reaches 15 or above... what is the probability of the accumulated number is 17anyone can suggest a analytic solution for thisthanks

stupid article I don't even bother to comment..linking China's current credibility to some sovereign debt during world war II is just ridiculous!